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Estimation
465
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461
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273
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241
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241
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162
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161
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Phillips, Peter C. B.
15
Todorov, Viktor
14
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9
Baltagi, Badi H.
8
Bollerslev, Tim
8
Koop, Gary
8
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8
Robinson, Peter M.
8
Su, Liangjun
8
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7
Xiao, Zhijie
7
Andersen, Torben
6
Boswijk, Herman Peter
6
Gao, Jiti
6
Johansen, Søren
6
Lütkepohl, Helmut
6
Nielsen, Morten Ørregaard
6
Paruolo, Paolo
6
Taylor, Robert
6
Aït-Sahalia, Yacine
5
Ghysels, Eric
5
Hsiao, Cheng
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Rahbek, Anders
5
Saikkonen, Pentti
5
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5
Tu, Yundong
5
White, Halbert
5
Zakoïan, Jean-Michel
5
Callaway, Brantly
4
Corradi, Valentina
4
Dijk, Dick van
4
Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
4
Kao, Chihwa
4
Lee, Lung-fei
4
Li, Kunpeng
4
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
3,644
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3,415
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3,409
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3,134
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2,400
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1,047
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894
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
870
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839
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796
International review of economics & finance : IREF
701
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684
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629
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617
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596
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594
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587
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570
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531
Journal of banking & finance
524
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523
International Journal of Energy Economics and Policy : IJEEP
522
Finance research letters
517
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511
The American economic review
500
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
493
Journal of international economics
485
Working paper series
477
The review of economics and statistics
474
Discussion papers / Deutsches Institut für Wirtschaftsforschung
473
International journal of economics and financial issues : IJEFI
465
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ECONIS (ZBW)
636
Showing
1
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10
of
636
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date (oldest first)
1
Tests of cointegrating rank with a trend-break
Inoue, Atsushi
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
Saved in:
2
Trend stationarity in the I(2)
cointegration
model
Rahbek, Anders
;
Kongsted, Hans Christian
;
Jørgensen, …
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
Saved in:
3
Quantile
cointegration
in the autoregressive distributed-lag modeling framework
Cho, Jin Seo
;
Kim, Tae-hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
Saved in:
4
Estimating smooth structural change in
cointegration
models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
5
Estimation
of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
6
Inference on one-way effect and evidence in Japanese macroeconomic data
Yao, Feng
;
Hosoya, Yuzo
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001497780
Saved in:
7
Estimation
for spatial dynamic panel data with fixed effects : the case of spatial
cointegration
Yu, Jihai
;
Jong, Robert M. de
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 16-37
Persistent link: https://www.econbiz.de/10009551450
Saved in:
8
Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
Saved in:
9
Testing
cointegration
relationship in a semiparametric varying coefficient model
Gu, Jingping
;
Liang, Zhongwen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
Saved in:
10
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
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